Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,721.0 |
7,685.0 |
-36.0 |
-0.5% |
7,780.0 |
High |
7,732.5 |
7,703.5 |
-29.0 |
-0.4% |
7,799.5 |
Low |
7,626.5 |
7,635.0 |
8.5 |
0.1% |
7,684.0 |
Close |
7,664.5 |
7,675.0 |
10.5 |
0.1% |
7,740.0 |
Range |
106.0 |
68.5 |
-37.5 |
-35.4% |
115.5 |
ATR |
80.1 |
79.3 |
-0.8 |
-1.0% |
0.0 |
Volume |
95,743 |
90,845 |
-4,898 |
-5.1% |
494,165 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,876.5 |
7,844.5 |
7,712.5 |
|
R3 |
7,808.0 |
7,776.0 |
7,694.0 |
|
R2 |
7,739.5 |
7,739.5 |
7,687.5 |
|
R1 |
7,707.5 |
7,707.5 |
7,681.5 |
7,689.0 |
PP |
7,671.0 |
7,671.0 |
7,671.0 |
7,662.0 |
S1 |
7,639.0 |
7,639.0 |
7,668.5 |
7,621.0 |
S2 |
7,602.5 |
7,602.5 |
7,662.5 |
|
S3 |
7,534.0 |
7,570.5 |
7,656.0 |
|
S4 |
7,465.5 |
7,502.0 |
7,637.5 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,087.5 |
8,029.5 |
7,803.5 |
|
R3 |
7,972.0 |
7,914.0 |
7,772.0 |
|
R2 |
7,856.5 |
7,856.5 |
7,761.0 |
|
R1 |
7,798.5 |
7,798.5 |
7,750.5 |
7,770.0 |
PP |
7,741.0 |
7,741.0 |
7,741.0 |
7,727.0 |
S1 |
7,683.0 |
7,683.0 |
7,729.5 |
7,654.0 |
S2 |
7,625.5 |
7,625.5 |
7,719.0 |
|
S3 |
7,510.0 |
7,567.5 |
7,708.0 |
|
S4 |
7,394.5 |
7,452.0 |
7,676.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,799.5 |
7,626.5 |
173.0 |
2.3% |
97.5 |
1.3% |
28% |
False |
False |
102,907 |
10 |
7,810.5 |
7,552.0 |
258.5 |
3.4% |
90.5 |
1.2% |
48% |
False |
False |
115,369 |
20 |
7,810.5 |
7,440.5 |
370.0 |
4.8% |
77.5 |
1.0% |
63% |
False |
False |
93,338 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
57.0 |
0.7% |
74% |
False |
False |
46,685 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
44.0 |
0.6% |
74% |
False |
False |
31,133 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
33.5 |
0.4% |
74% |
False |
False |
23,351 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.3% |
27.0 |
0.4% |
69% |
False |
False |
18,680 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.3% |
23.5 |
0.3% |
55% |
False |
False |
15,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,994.5 |
2.618 |
7,883.0 |
1.618 |
7,814.5 |
1.000 |
7,772.0 |
0.618 |
7,746.0 |
HIGH |
7,703.5 |
0.618 |
7,677.5 |
0.500 |
7,669.0 |
0.382 |
7,661.0 |
LOW |
7,635.0 |
0.618 |
7,592.5 |
1.000 |
7,566.5 |
1.618 |
7,524.0 |
2.618 |
7,455.5 |
4.250 |
7,344.0 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,673.0 |
7,706.0 |
PP |
7,671.0 |
7,695.5 |
S1 |
7,669.0 |
7,685.0 |
|